-2.3%
AKAM vs ECL
+25.4%
-27.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.1% | +7.0% | +5.6% |
| 7D | +5.4% | -2.7% | +8.1% | +6.3% |
| 30D | -5.9% | -4.3% | -1.6% | -4.7% |
| 3M | -19.6% | +3.2% | -22.9% | -21.2% |
| 6M | +8.5% | -2.9% | +11.4% | +8.5% |
| YTD | +26.9% | +4.3% | +22.7% | +22.8% |
| 1Y | +41.7% | +1.6% | +40.1% | +38.4% |
| 3Y | +5.8% | +54.3% | -48.5% | -12.9% |
| 5Y | -2.3% | +26.5% | -28.8% | -16.5% |
| All | -2.3% | +25.4% | -27.7% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ECL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling